Open AccessKointegrasi dalam ekonometrlka
Author(s) -
Lerbin R Aritonang
Publication year - 2017
Publication title -
buletin ekonomi fakultas ekonomi universitas tarumanagara
Language(s) - English
Resource type - Journals
ISSN - 0854-9842
DOI - 10.24912/je.v11i1.208
Subject(s) - series (stratigraphy) , regression , regression analysis , econometrics , time series , order of integration (calculus) , stationary process , cointegration , cross sectional regression , ordinary least squares , mathematics , computer science , statistics , polynomial regression , mathematical analysis , paleontology , biology
Economics researchers use frequently OLS regression for time series variables without considering if the time series are stationary. These time series would provide many problems (challenges) in regression analysis. We may avoid the problems by transforming the series 10 be stationary and then use the appriate analysis. This paper explains the problems and how to solve it. The conclusion of this paper is that we must consider the stationary of time series before using OLS regression. If there is stationary, we must transfor it first and then use cointegrated regression.